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sensitivity (version 1.26.1)

Global Sensitivity Analysis of Model Outputs

Description

A collection of functions for factor screening, global sensitivity analysis and robustness analysis. Most of the functions have to be applied on model with scalar output, but several functions support multi-dimensional outputs.

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Install

install.packages('sensitivity')

Monthly Downloads

1,982

Version

1.26.1

License

GPL-2

Maintainer

Bertrand Iooss

Last Published

September 3rd, 2021

Functions in sensitivity (1.26.1)

Decoupling Simulations and Estimations

PLIsuperquantile

Perturbed-Law based sensitivity Indices (PLI) for superquantile

PoincareChaosSqCoef

Squared coefficients computation in generalized chaos

Perturbed-Law based sensitivity Indices (PLI) for quantile

Addelman and Kempthorne construction

PoincareConstant

Poincare constants for Derivative-based Global Sensitivity Measures (DGSM)

PLIsuperquantile_multivar

Perturbed-Law based sensitivity Indices (PLI) for superquantile and simultaneous perturbations of 2 inputs

PLIquantile_multivar

Perturbed-Law based sensitivity Indices (PLI) for quantile and simultaneous perturbations of 2 inputs

Perturbed-Law based sensitivity Indices (PLI) for failure probability

PoincareOptimal

Optimal Poincare constants for Derivative-based Global Sensitivity Measures (DGSM)

Generate parameter sets

Morris's Elementary Effects Screening Method for Multidimensional Outputs

Morris's Elementary Effects Screening Method

LMG \(R^2\) decomposition for linear and logistic regression models

Maximin criterion

discrepancyCriteria_cplus

Discrepancy measure

Distributed Evaluation of Local Sensitivity Analysis

Extended Fourier Amplitude Sensitivity Test

Exclusion-respecting Marginal explained-Variance Decomposition indices for linear and logistic models

Partial Correlation Coefficients

Sensitivity Indices based on Csiszar f-divergence

Quantile-oriented sensitivity analysis

shapleyPermRand

Estimation of Shapley effects by random permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs

Support index functions: Measuring the effect of input variables over their support

Sequential Bifurcations

Estimation of Shapley effects by examining all permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs

shapleyLinearGaussian

Computation of the Shapley effects in the linear Gaussian framework

shapleyBlockEstimation

Computation of the Shapley effects in the Gaussian linear framework with an unknown block-diagonal covariance matrix

sensitivity-package

Sensitivity Analysis

Sensitivity Indices based on Hilbert-Schmidt Independence Criterion (HSIC)

Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes

shapleySubsetMc

Estimation of Shapley effects from data using nearest neighbors method

Monte Carlo Estimation of Sobol' Indices

Monte Carlo Estimation of Sobol' Indices (improved formulas of Mauntz: Sobol et al. (2007) and Saltelli et al. (2010))

Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli 2002)

Monte Carlo Estimation of Aggregated Sobol' Indices for multiple and functional outputs

Kriging-based sensitivity analysis

shapleysobol_knn

Data given Shapley effects estimation via nearest-neighbors procedure

Monte Carlo Estimation of Sobol' Indices (formulas of Janon-Monod)

Sobol' indices estimation based on replicated orthogonal arrays

Estimation of Sobol' First Order Indices with B-spline Smoothing

Sobol' Indices Estimation Using Replicated OA-based LHS

Recursive estimation of Sobol' indices

First-order sensitivity indices estimation via ranking

Liu and Owen Estimation of Total Interaction Indices

Pick-freeze Estimation of Total Interaction Indices

Monte Carlo Estimation of Sobol' Indices via matrix permutations

Monte Carlo Estimation of Sobol' Indices (improved formulas of Jansen (1999) and Saltelli et al. (2010))

Support index functions: Measuring the effect of input variables over their support

Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011) and Touati (2016))

Standardized Regression Coefficients

template.replace

Replace Values in a Template Text

Weight-function to transform an output variable in order to perform Target Sensitivity Analysis (TSA)

Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011))

truncateddistrib

Truncated distributions

Test Models for Sensitivity Analysis

squaredIntEstim

Squared integral estimate

Monte Carlo Estimation of Sobol' Indices (improved formulas of Owen (2013)

Sobol' Indices estimation under inequality constraints

Flexible sensitivity analysis via ranking / nearest neighbours